I definitely agree that Coda should include proper markdown support with paste. In the absence of that, however, I have found that the Rich Text Tools pack works very well, though I haven’t tried it with large documents yet. YMMV.
Also it does seem to lack support for Tables, Footnotes, Term:Definitions and probably some other of the more ‘exotic’ features.
Using it in a table seems to work best, so that rather than just accessing the formatted result formulaically on the canvas in a single formula ‘lozenge’ (sorry, not sure what the correct term for that is), you can highlight the entire cell that contains your formatted output (blue line around the cell as a whole) and copy-paste that elsewhere, which pastes the formatted markup text.